TChisqRatioApprox: Approximation of the ratio of two chi-squared probabilities

In lucylgao/clusterpval: Clusterpval: P-Values for Differences in Means after Clustering

Approximation of the ratio of two chi-squared probabilities

Description

This function returns an approximation of P(X \in E1)/P(X \in E2), where X is a central chi-squared random variable with df degrees of freedom.

Usage

TChisqRatioApprox(df, E1, E2)

Arguments

df	degree of freedom of the chi-squared random variable.
E1, E2	"Intervals" objects or matrices where rows represents a union of intervals with positive and finite endpoints.

Value

This function returns the value of the approximation.

References

Bryc, Wlodzimierz. "A uniform approximation to the right normal tail integral." Applied mathematics and computation 127.2 (2002): 365-374.

Canal, Luisa. "A normal approximation for the chi-square distribution." Computational statistics & data analysis 48.4 (2005): 803-808.

lucylgao/clusterpval documentation built on July 4, 2023, 4:40 p.m.